+983.6%
AAOI vs PH
+974.1%
+9.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.7% |
| 7D | +4.7% | 0.0% | +4.6% | +4.6% |
| 30D | -18.7% | -10.3% | -8.4% | -11.8% |
| 3M | -33.7% | +5.1% | -38.8% | -36.3% |
| 6M | -2.4% | +2.3% | -4.7% | -4.2% |
| YTD | +209.6% | +8.7% | +200.9% | +189.0% |
| 1Y | +355.0% | +26.8% | +328.3% | +280.1% |
| 3Y | +814.7% | +139.2% | +675.5% | +450.4% |
| 5Y | +1,298.1% | +251.1% | +1,047.0% | +557.0% |
| 10Y | +449.8% | +812.6% | -362.7% | +15.3% |
| All | +983.6% | +974.1% | +9.5% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling